+103.6%
QQQ vs TLN
+571.8%
-468.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.6% |
| 7D | -1.3% | +2.0% | -3.2% | -1.6% |
| 30D | -1.4% | -12.9% | +11.6% | +1.0% |
| 3M | +2.3% | -7.4% | +9.7% | +3.2% |
| 6M | +16.9% | -6.0% | +22.9% | +16.9% |
| YTD | +15.6% | -16.9% | +32.5% | +17.4% |
| 1Y | +22.6% | -22.6% | +45.3% | +25.7% |
| 3Y | +93.5% | +469.0% | -375.5% | +38.4% |
| All | +103.6% | +571.8% | -468.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling